+3,859.2%
SMH vs CAPR
-99.1%
+3,958.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | -0.5% | +139.2% | -139.7% | -2.0% |
| 3M | -9.6% | -66.4% | +56.7% | -9.1% |
| 6M | +42.1% | -63.1% | +105.2% | +42.7% |
| YTD | +57.4% | -67.4% | +124.9% | +58.3% |
| 1Y | +96.2% | +58.2% | +38.0% | +86.2% |
| 3Y | +267.9% | +42.2% | +225.7% | +243.0% |
| 5Y | +327.7% | +87.3% | +240.4% | +293.8% |
| 10Y | +1,764.6% | -75.3% | +1,839.9% | +1,561.6% |
| All | +3,859.2% | -99.1% | +3,958.3% | +3,295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling